-49.5%
ORCL vs CBOE
+39.5%
-89.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | -14.4% | +7.7% | -22.1% | -12.8% |
| 30D | -12.8% | +24.4% | -37.3% | -9.0% |
| 3M | -14.8% | +20.0% | -34.8% | -11.6% |
| 6M | -30.9% | +2.4% | -33.2% | -30.1% |
| YTD | -35.7% | +38.5% | -74.2% | -31.9% |
| 1Y | -49.5% | +39.0% | -88.4% | -46.3% |
| All | -49.5% | +39.5% | -89.0% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CBOE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling